class_docstr: Represents an interest rate curve.
docstr: Returns discount factors and dates at which the discount curve is fitted.
      
docstr_tok: ["Returns","discount","factors","and","dates","at","which","the","discount","curve","is","fitted","."]
code: def discount_factors_and_dates(
      self,
  ) -> Tuple[types.FloatTensor, types.DateTensor]:
      """Returns discount factors and dates at which the discount curve is fitted."""
      return (self._discount_factor_nodes, self._dates)
  
imports: from typing import Optional, Tuple
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance import math
  from tf_quant_finance import rates
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import daycount_conventions
  from tf_quant_finance.experimental.pricing_platform.framework.core import interpolation_method
  from tf_quant_finance.experimental.pricing_platform.framework.core import processed_market_data
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
label_desc: Use image node_id 15 for calling the RateCurve obj's underlying member method code with example usage: obj.discount_factors_and_dates() and returns: self,  self